Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1475088.4835 | -35220.1217 | -1439868.3618 | 89127.6039 | -6534296.4721 | 6623424.076 |
Total P&L (%) | -1475.0885 | -35.2201 | -1439.8684 | 89.1276 | -6534.2965 | 6623.4241 |
Avg Daily Profit (%) | -0.6504 | -0.0155 | -0.6349 | 0.0281 | 0 | 0.1857 |
Buy And Hold Return (%) | 357.847 | 357.847 | 357.847 | 357.847 | 357.847 | 357.847 |
Max Trade Drawdown | -1537570 | -122628 | -1516120 | -7917491 | -6854919 | -2046975 |
Profit Factor | 0.3182 | 0.9136 | 0.1799 | 1.0053 | 0.4094 | 2.1819 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 153 | 77 | 76 | 135 | 67 | 68 |
Losing Trades | 46 | 22 | 24 | 64 | 32 | 32 |
Profitability (%) | 76.8844 | 77.7778 | 76 | 67.8392 | 67.6768 | 68 |
Ratio Avg Win / Avg Loss | 0.0957 | 0.261 | 0.0568 | 0.4766 | 0.1955 | 1.0268 |
Largest Winning Trade | 50383 | 50383 | 16511 | 7688519 | 732432 | 7688519 |
Largest Losing Trade | -965055 | -59450 | -965055 | -3743040 | -3743040 | -1109346 |
Avg Bars in Trades | 43 | 49 | 37 | 43 | 49 | 37 |
Avg Bars in Winners | 11 | 11 | 12 | 15 | 13 | 18 |
Avg Bars in Losers | 147 | 181 | 116 | 101 | 124 | 78 |
Bars Traded | 8591 | 4860 | 3731 | 8591 | 4860 | 3731 |
Profit Streak | 56.5792 | 88.3292 | 56.5792 | 56.5792 | 88.3292 | 56.5792 |
Trades During Streak | 8 | 6 | 4 | 8 | 6 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574632 | -575697 | -575956 | -532454 | -577006 | 530666 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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